Robust data‐driven dynamic optimization using a set‐based gradient estimator
Ali Kashani,
Shirin Panahi,
Ankush Chakrabarty
et al.
Abstract:This article presents an extremum‐seeking control (ESC) algorithm for unmodeled nonlinear systems with known steady‐state gain and generally non‐convex cost functions with bounded curvature. The main contribution of this article is a novel gradient estimator, which uses a polyhedral set that characterizes all gradient estimates consistent with the collected data. The gradient estimator is posed as a quadratic program, which selects the gradient estimate that provides the best worst‐case convergence of the clos… Show more
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